//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~subject:"Realized volatility"
~subject:"Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Realized"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Realized volatility
Schätzung
Volatility
38
Volatilität
38
Capital income
28
Kapitaleinkommen
28
Estimation
19
Forecasting model
17
Prognoseverfahren
17
Time series analysis
16
Zeitreihenanalyse
16
ARCH model
15
ARCH-Modell
15
Aktienmarkt
13
Börsenkurs
13
Share price
13
Stock market
13
Welt
6
World
6
Estimation theory
5
Oil price
5
Schätztheorie
5
Theorie
5
Theory
5
Volatility forecasting
5
Ölpreis
5
China
4
Commodity derivative
4
High-frequency data
4
Market microstructure
4
Marktmikrostruktur
4
Rohstoffderivat
4
Spillover effect
4
Spillover-Effekt
4
Correlation
3
Erdöl
3
Forecast
3
Index futures
3
Index-Futures
3
Korrelation
3
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
Author
All
Caporin, Massimiliano
2
Hwang, Eunju
2
Lee, Hyunchul
2
Ma, Feng
2
Shin, Dong-wan
2
Todorova, Neda
2
Atak, Alev
1
Bertelsen, Kristoffer Pons
1
Bissoondoyal-Bheenick, Emawtee
1
Borup, Daniel
1
Bouri, Elie
1
Brooks, Robert
1
Chang, Chia-Lin
1
Chen, Langnan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chu, Jielei
1
Chuang, Hongwei
1
Do, Hung Xuan
1
Dong, Dayong
1
Dong, Yingjie
1
Ge, Futing
1
Gong, Xue
1
He, Qizhi
1
Huang, Dengshi
1
Huang, Jingjing
1
Jakobsen, Johan Stax
1
Kapetanios, George
1
Kumar, Dilip
1
Kundu, Srikanta
1
Lahaye, Jérôme
1
Li, Pan
1
Li, Steven
1
Li, Xiaodan
1
Lin, Tiantian
1
Liu, Dehong
1
Liu, Hung-Chun
1
Liu, Jiapeng
1
Liu, Jing
1
Lu, Xinjie
1
more ...
less ...
Published in...
All
Economics letters
International review of economics & finance : IREF
Finance research letters
35
International journal of forecasting
28
Journal of econometrics
25
Energy economics
19
Economic modelling
18
Journal of empirical finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
International review of financial analysis
16
Journal of banking & finance
16
Journal of financial econometrics
13
Quantitative finance
13
Department of Economics working paper series
10
Applied economics letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
Research in international business and finance
8
Discussion paper / Tinbergen Institute
7
Journal of international financial markets, institutions & money
7
Applied economics
6
CREATES Research Papers
6
Global finance journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial markets
6
Review of quantitative finance and accounting
6
Cowles Foundation Discussion Papers
5
Econometric reviews
5
Econometrics : open access journal
5
Financial innovation : FIN
5
IES working paper
5
International journal of finance & economics : IJFE
5
Journal of international money and finance
5
Journal of risk
5
China finance review international
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finmap working paper
4
Journal of Asian economics
4
Journal of financial economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
2
Singlehanded or joint race? : stock market volatility prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
3
Realized
volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
4
Liquidity and
realized
volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
5
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
6
Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
Kundu, Srikanta
;
Paul, Amartya
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 597-612
Persistent link: https://www.econbiz.de/10013342636
Saved in:
7
Factor portfolio and target volatility management : an analysis of portfolio performance in the U.S. and China
Xiong, Haifang
;
Yang, Gaofei
;
Wang, Zhiqiang
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 493-517
Persistent link: https://www.econbiz.de/10013345748
Saved in:
8
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
9
Asymmetric relationship between order imbalance and
realized
volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
10
The
realized
volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->